Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47450.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46052.37 Kr¶

PnL: ---------------------------------------> -836.2 Kr¶

DD now: ---------------------------------> -2.426 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 10:35:03.991240'

Anic Portfolio¶

This Week¶

Return: -0.971 %¶

Total¶

Return: 55.332 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.640000 3130.000000 203.000000 6.940000 2927.000000
HEBA B 70 0.130000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 0.200000 792.400000 119.400000 17.740000 673.000000
SAAB B 8 -0.190000 3436.800000 59.800000 1.770000 3377.000000
Nordea Bank Abp 29 0.620000 3504.940000 50.940000 1.470000 3453.999992
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.900000 393.300000 38.300000 10.790000 355.000000
Intrum 4 2.390000 557.800000 30.800000 5.840000 527.000000
Resurs Holding 22 1.000000 599.720000 25.720000 4.480000 573.999998
Corem Property Group B 59 0.300000 600.620000 23.620000 4.090000 576.999999
Boozt 12 0.140000 1674.000000 20.000000 1.210000 1653.999996
OEM International B 7 0.130000 546.700000 18.700000 3.540000 527.999997
Norva24 Group 16 0.870000 558.720000 15.720000 2.900000 543.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Swedbank A 3 0.600000 579.300000 15.300000 2.710000 564.000000
AcadeMedia 12 -1.120000 572.160000 15.160000 2.720000 557.000004
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Securitas B 6 0.980000 581.760000 11.760000 2.060000 570.000000
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.950000 251.520000 5.520000 2.240000 246.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Coor Service Management Hold. 8 0.150000 536.400000 4.400000 0.830000 532.000000
Handelsbanken A 5 0.140000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 4.170000 575.000000 -19.570000 -3.290000 594.565215
Essity B 2 -0.040000 549.000000 -25.000000 -4.360000 574.000000
CTEK 13 -4.290000 507.910000 -26.090000 -4.890000 533.999999
Essity A 4 0.360000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 1.550000 3668.000000 -143.000000 -3.750000 3810.999990
Beijer Electronics Group 26 -0.930000 2776.800000 -194.200000 -6.540000 2971.000006
OX2 18 0.510000 1425.600000 -238.400000 -14.330000 1663.999992
Axfood 13 0.370000 3481.400000 -274.600000 -7.310000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46049.800000 -838.770000 -2.43081% 46888.564618

Updated:¶

'2023-01-27 10:34:29.229162'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶